Heat milk in a small saucepan over medium-high heat until the surface shimmers. Transfer to a medium bowl and let cool to body temperature, about 10 minutes.

Meanwhile, pour water into a small bowl. Sprinkle yeast over the water, stir, then let stand for 5 to 10 minutes to dissolve.dd egg to the milk; whisk well. Whisk in sugar, salt, oil and the yeast. Stir in whole-wheat flour. Using a heavy wooden spoon, beat vigorously by hand for 100 strokes. Let stand for 5 minutes.

Start adding all-purpose flour to the dough, about 1/3 cup at a time, beating well after each addition. When the dough is somewhat firm and no longer too sticky to handle, turn it out onto a floured surface. With floured hands, knead the dough for 7 to 8 minutes, using additional flour as needed to prevent sticking. Coat a large bowl with cooking spray. Add the dough and turn to coat. Cover with plastic wrap and set aside in a warm, draft-free spot to rise until doubled in bulk, 1 to 1 1/2 hours.

When the dough has doubled, turn it out onto a floured surface and knead for 1 minute. Using a dough cutter or chef's knife, cut the dough into 8 equal pieces. Loosely cover with plastic wrap and let rest for 5 minutes.

Coat a large baking sheet with cooking spray and dust it with cornmeal. Shape the dough into tight balls and place them about 2 inches apart on the prepared baking sheet. Coat a large sheet of plastic wrap with cooking spray and place it over the buns, sprayed side down.

Set the buns in a warm, draft-free spot until they have risen by about half, 25 to 30 minutes. Gently press down on the buns, pressing right on the plastic, to flatten them a little. Let them rise for another 20 minutes. Preheat the oven to 375°F.e the buns on the center rack until golden and crusty, about 25 minutes. The bottoms should sound hollow when tapped. Cool on a wire rack for at least 15 minutes before slicing.